Central Bank Research Hub - Series: Bank of England Working papers 2012

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Title Author(s)

High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market

Paper: wp469, 04.12.2012

QE and the gilt market: a disaggregated analysis

Paper: wp466, 04.12.2012

Factor adjustment costs: a structural investigation

Paper: wp467, 04.12.2012

Using Shapley's asymmetric power index to measure banks' contributions to systemic risk

Paper: wp468, 04.12.2012

Reputation, risk-taking and macroprudential policy

Paper: wp462, 04.12.2012

The international transmission of volatility shocks: an empirical analysis

Paper: wp463, 04.12.2012

International policy spillovers at the zero lower bound

Paper: wp464, 04.12.2012

Size and complexity in model financial systems

Paper: wp465, 04.12.2012

Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom

Paper: wp460, 04.12.2012

Labour market institutions and unemployment volatility: evidence from OECD countries

Paper: wp461, 04.12.2012

What do sticky and flexible prices tell us?

Paper: wp457, 04.12.2012

Inflation and output in New Keynesian models with a transient interest rate peg

Paper: wp459, 04.12.2012

Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers

Paper: wp451, 04.12.2012

Simple banking: profitability and the yield curve

Paper: wp452, 04.12.2012

Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions

Paper: wp455, 04.12.2012

Liquidity risk, cash-flow constraints and systemic feedbacks

Paper: wp456, 04.12.2012

Non-rational expectations and the transmission mechanism

Paper: wp448, 04.12.2012

Misperceptions, heterogeneous expectations and macroeconomic dynamics

Paper: wp449, 04.12.2012

Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters

Paper: wp450, 04.12.2012

Neutral technology shocks and employment dynamics: results based on an RBC identification scheme

Paper: wp453, 04.12.2012

Fixed interest rates over finite horizons

Paper: wp454, 04.12.2012

Identifying risks in emerging market sovereign and corporate bond spreads

Paper: wp430, 04.12.2012

Financial intermediaries in an estimated DSGE model for the United Kingdom

Paper: wp431, 04.12.2012

The business cycle implications of banks' maturity transformation

Paper: wp446, 04.12.2012

Implicit intraday interest rate in the UK unsecured overnight money market

Paper: wp447, 04.12.2012

The impact of QE on the UK economy - some supportive monetarist arithmetic

Paper: wp442, 04.12.2012

JEL: C11, C32, E52, E58

Assessing the economy-wide effects of quantitative easing

Paper: wp443, 04.12.2012

Asset purchase policy at the effective lower bound for interest rates

Paper: wp444, 04.12.2012

Does macropru leak? Evidence from a UK policy experiment

Paper: wp445, 04.12.2012

Implicit intraday interest rate in the UK unsecured overnight money market

Paper: 447, 22.03.2012

JEL: E42, E58, G21

The business cycle implications of banks' maturity transformation

Paper: 446, 22.03.2012

JEL: E22, E32, E44, G21

Does macropru leak? Evidence from a UK policy experiment

Paper: 445, 22.03.2012

JEL: E32, E51, F30, G21, G28

Asset purchase policy at the effective lower bound for interest rates

Paper: 444, 22.03.2012

JEL: E52, E58

Assessing the economy-wide effects of quantitative easing

Paper: 443, 22.03.2012

JEL: C11, C32, E52, E58

The impact of QE on the UK economy - some supportive monetarist arithmetic

Paper: 442, 22.03.2012

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